Structural analysis of covariance and correlation matrices
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Volume (Year): 43 (1978)
Issue (Month): 4 (December)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- K. Jöreskog, 1967. "Some contributions to maximum likelihood factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 32(4), pages 443-482, December.
- T. Anderson, 1963. "The use of factor analysis in the statistical analysis of multiple time series," Psychometrika, Springer;The Psychometric Society, vol. 28(1), pages 1-25, March.
- R. McDonald, 1974. "Testing pattern hypotheses for covariance matrices," Psychometrika, Springer;The Psychometric Society, vol. 39(2), pages 189-201, June.
- R. Bock & Rolf Bargmann, 1966. "Analysis of covariance structures," Psychometrika, Springer;The Psychometric Society, vol. 31(4), pages 507-534, December.
- Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(3), pages 187-200, September.
- Claude Archer & Robert Jennrich, 1973. "Standard errors for rotated factor loadings," Psychometrika, Springer;The Psychometric Society, vol. 38(4), pages 581-592, December.
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